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The SSM at 1
Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame … Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial … College) gave the SUERF 2015 Annual Lecture on Capital and Banks. The conference focused on core aspects of banking reform …
Persistent link: https://www.econbiz.de/10011557140
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The leverage ratio, risk-taking and bank stability
Smith, Jonathan Acosta; Grill, Michael; Lang, Jan Hannes - 2017
This paper addresses the trade-off between additional loss-absorbing capacity and potentially higher bank risk-taking associated with the introduction of the Basel III Leverage Ratio. This is addressed in both a theoretical and empirical setting. Using a theoretical micro model, we show that a...
Persistent link: https://www.econbiz.de/10011662963
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A Capital Adequacy Buffer Model
Allen, David; McAleer, Michael - 2013
In this paper, we develop a new capital adequacy buffer model (CABM) which is sensitive to dynamic economic circumstances. The model, which measures additional bank capital required to compensate for fluctuating credit risk, is a novel combination of the Merton structural model which measures...
Persistent link: https://www.econbiz.de/10010326171
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A capital adequacy buffer model
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2013
In this paper, we develop a new capital adequacy buffer model (CABM) which is sensitive to dynamic economic circumstances. The model, which measures additional bank capital required to compensate for fluctuating credit risk, is a novel combination of the Merton structural model which measures...
Persistent link: https://www.econbiz.de/10010224793
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A Capital Adequacy Buffer Model
Allen, David; McAleer, Michael; Powell, Robert; Singh, Abhay - Department of Economics and Finance, College of … - 2013
In this paper, we develop a new capital adequacy buffer model (CABM) which is sensitive to dynamic economic circumstances. The model, which measures additional bank capital required to compensate for fluctuating credit risk, is a novel combination of the Merton structural model, which measures...
Persistent link: https://www.econbiz.de/10010907446
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A Capital Adequacy Buffer Model
Allen, David; McAleer, Michael - Tinbergen Instituut - 2013
In this paper, we develop a new capital adequacy buffer model (CABM) which is sensitive to dynamic economic circumstances. The model, which measures additional bank capital required to compensate for fluctuating credit risk, is a novel combination of the Merton structural model which measures...
Persistent link: https://www.econbiz.de/10011255629
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A Capital Adequacy Buffer Model
Allen, David Edmund; McAleer, Michael; Powell, Robert J.; … - Facultad de Ciencias Económicas y Empresariales, … - 2013
In this paper, we develop a new capital adequacy buffer model (CABM) which is sensitive to dynamic economic circumstances. The model, which measures additional bank capital required to compensate for fluctuating credit risk, is a novel combination of the Merton structural model which measures...
Persistent link: https://www.econbiz.de/10010778714
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Interest Rate Risk in the Banking Book (IRRBB) Levels for Indian Banks
Sharma, Meera - 2012
A cross section of 18 Indian banks are surveyed to assess the interest rate risk levels reported by them in their Basel II Pillar III disclosures. The banks report interest rate risk levels ranging from less than 1% to 9%.A regression analysis of interest rate risk levels against ownership,...
Persistent link: https://www.econbiz.de/10013106464
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A Comparative Study on Banking Sector Profitability, Credit Risk and Determinants in India and China
Subramanian, Ulaganathan - 2014
India and China. Utilizing bank level data, the study examines the performance indicators of banks in India and China during … 1998-2009. A variety of internal and external banking characteristics are used to predict profitability. In the literature …
Persistent link: https://www.econbiz.de/10013065547
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Macroeconomic Vulnerabilities and Its Effect on Nonperforming Loans in Indian Commercial Banks
Syed, Aamir - 2020
precautionary measures while drafting banking and monetary policies as ownership of the banks plays a key role in banking overall …
Persistent link: https://www.econbiz.de/10012838814